CME British Pound Future December 2015
Trading Metrics calculated at close of trading on 18-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2015 |
18-May-2015 |
Change |
Change % |
Previous Week |
Open |
1.5731 |
1.5684 |
-0.0047 |
-0.3% |
1.5526 |
High |
1.5731 |
1.5684 |
-0.0047 |
-0.3% |
1.5745 |
Low |
1.5708 |
1.5630 |
-0.0078 |
-0.5% |
1.5526 |
Close |
1.5731 |
1.5636 |
-0.0095 |
-0.6% |
1.5731 |
Range |
0.0023 |
0.0054 |
0.0031 |
134.8% |
0.0219 |
ATR |
0.0078 |
0.0080 |
0.0002 |
2.1% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
19 |
|
Daily Pivots for day following 18-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5812 |
1.5778 |
1.5666 |
|
R3 |
1.5758 |
1.5724 |
1.5651 |
|
R2 |
1.5704 |
1.5704 |
1.5646 |
|
R1 |
1.5670 |
1.5670 |
1.5641 |
1.5660 |
PP |
1.5650 |
1.5650 |
1.5650 |
1.5645 |
S1 |
1.5616 |
1.5616 |
1.5631 |
1.5606 |
S2 |
1.5596 |
1.5596 |
1.5626 |
|
S3 |
1.5542 |
1.5562 |
1.5621 |
|
S4 |
1.5488 |
1.5508 |
1.5606 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.6324 |
1.6247 |
1.5851 |
|
R3 |
1.6105 |
1.6028 |
1.5791 |
|
R2 |
1.5886 |
1.5886 |
1.5771 |
|
R1 |
1.5809 |
1.5809 |
1.5751 |
1.5848 |
PP |
1.5667 |
1.5667 |
1.5667 |
1.5687 |
S1 |
1.5590 |
1.5590 |
1.5711 |
1.5629 |
S2 |
1.5448 |
1.5448 |
1.5691 |
|
S3 |
1.5229 |
1.5371 |
1.5671 |
|
S4 |
1.5010 |
1.5152 |
1.5611 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.5745 |
1.5571 |
0.0174 |
1.1% |
0.0043 |
0.3% |
37% |
False |
False |
3 |
10 |
1.5745 |
1.5147 |
0.0598 |
3.8% |
0.0052 |
0.3% |
82% |
False |
False |
3 |
20 |
1.5745 |
1.4904 |
0.0841 |
5.4% |
0.0045 |
0.3% |
87% |
False |
False |
6 |
40 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0025 |
0.2% |
90% |
False |
False |
5 |
60 |
1.5745 |
1.4625 |
0.1120 |
7.2% |
0.0021 |
0.1% |
90% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.5914 |
2.618 |
1.5825 |
1.618 |
1.5771 |
1.000 |
1.5738 |
0.618 |
1.5717 |
HIGH |
1.5684 |
0.618 |
1.5663 |
0.500 |
1.5657 |
0.382 |
1.5651 |
LOW |
1.5630 |
0.618 |
1.5597 |
1.000 |
1.5576 |
1.618 |
1.5543 |
2.618 |
1.5489 |
4.250 |
1.5401 |
|
|
Fisher Pivots for day following 18-May-2015 |
Pivot |
1 day |
3 day |
R1 |
1.5657 |
1.5688 |
PP |
1.5650 |
1.5670 |
S1 |
1.5643 |
1.5653 |
|